+25.5%
VZ vs CSGP
-64.7%
+90.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.7% |
| 7D | +0.1% | -4.1% | +4.1% | +0.4% |
| 30D | +7.9% | +2.3% | +5.6% | +7.7% |
| 3M | +13.6% | -8.2% | +21.8% | +13.9% |
| 6M | +1.1% | -35.1% | +36.2% | +3.0% |
| YTD | +29.3% | -54.0% | +83.3% | +34.1% |
| 1Y | +21.2% | -65.3% | +86.6% | +28.3% |
| 3Y | +75.9% | -62.6% | +138.5% | +83.6% |
| All | +25.5% | -64.7% | +90.2% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CSGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling